Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -62.50% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -55.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 1.30 |
Premium | 0.09% |
Premium p.a. | 4.68% |
Leverage | 6.60 |
Implied volatility | 1.37 |
ISIN | CH1305140811 |
Symbol | AMS6YZ |
Security | 130514081 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ams-OSRAM N, AT0000A18XM4 |
Underlying ISIN | AT0000A18XM4 |
Strike | 1.20 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 29.02.2024 |
Premium | 8.98% |
Premium p.a. | 468.27% |
Leverage | 16.48 |
Implied volatility | 136.99% |
Moneyness | out-of-the-money |
Leverage | 6.6011 |
Delta | -0.4006 |
Gamma | 0.3296 |
Theta | -0.0013 |
Rho | 0.0000 |
Vega | 0.0001 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 1.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.60 |
SONOVA HLDG N | 275.80 |
Sika AG | 260.90 |
Lonza Group | 490.50 |
GEBERIT N | 547.00 |
Name | Price |
---|---|
Compagnie Financi... | 143.35 |
ZURICH INSURANCE | 483.10 |
SWISSCOM N | 505.00 |
Swiss Re | 112.35 |
ROCHE GS | 253.70 |